论文标题

Granger因果关系,用于压缩感知的稀疏信号

Granger Causality for Compressively Sensed Sparse Signals

论文作者

Kathpalia, Aditi, Nagaraj, Nithin

论文摘要

压缩传感是一种方案,它允许使用使用Nyquist采样定理的常规手段来获取,传输和存储稀疏信号。由于许多天然发生的信号很少(在某些领域),因此压缩感知在许多应用的物理和工程应用中迅速看到,尤其是在设计信号和图像采集策略时,例如磁共振成像,量子状态层析成像,量子状态层析成像,量子状态层析成像,扫描隧道显微镜,对数字转换技术的模拟。同时,因果推论已成为分析和理解过程中许多科学学科的重要工具,尤其是那些涉及复杂系统的学科。需要进行压缩感知数据的直接因果分析,以避免重建压缩数据的任务。同样,对于某些稀疏信号,例如稀疏的时间数据,可能很难使用可用的数据驱动/无模型因果关系估计技术直接发现因果关系。在这项工作中,我们提供了一个数学证据,即结构化压缩的传感矩阵,特别是循环系统和Toeplitz,可以保留压缩信号域中的因果关系,如Granger因果关系所测量。然后,我们在许多使用这些矩阵压缩的双变量和多元耦合稀疏信号模拟上验证该定理。我们还展示了来自大鼠前额叶皮层的稀疏神经尖峰记录的网络因果连通性估计的现实应用。

Compressed sensing is a scheme that allows for sparse signals to be acquired, transmitted and stored using far fewer measurements than done by conventional means employing Nyquist sampling theorem. Since many naturally occurring signals are sparse (in some domain), compressed sensing has rapidly seen popularity in a number of applied physics and engineering applications, particularly in designing signal and image acquisition strategies, e.g., magnetic resonance imaging, quantum state tomography, scanning tunneling microscopy, analog to digital conversion technologies. Contemporaneously, causal inference has become an important tool for the analysis and understanding of processes and their interactions in many disciplines of science, especially those dealing with complex systems. Direct causal analysis for compressively sensed data is required to avoid the task of reconstructing the compressed data. Also, for some sparse signals, such as for sparse temporal data, it may be difficult to discover causal relations directly using available data-driven/ model-free causality estimation techniques. In this work, we provide a mathematical proof that structured compressed sensing matrices, specifically Circulant and Toeplitz, preserve causal relationships in the compressed signal domain, as measured by Granger Causality. We then verify this theorem on a number of bivariate and multivariate coupled sparse signal simulations which are compressed using these matrices. We also demonstrate a real world application of network causal connectivity estimation from sparse neural spike train recordings from rat prefrontal cortex.

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